Blender 2.8 Python , Bevel from shape not working
A friend helped me fix it. 

Solution:

Change bpy.context.object.data.bevel_object = bpy.data.objects["Coil_Circle"]

To bpy.data.objects['Coil_Curve'].data.bevel_object = bpy.data.objects["Coil_Circle"]

Because now it will correctly reference the curve we made